Title |
Semiparametric estimation of conditional quantiles for time series, with applications in finance / by Peter Nyamuhanga Mwita |
|---|---|
Involved |
Peter Nyamuhanga Mwita (Verfasser) |
Published |
2003 |
Extent |
X, 143 Bl. : graph. Darst. |
Thesis |
Kaiserslautern, Univ., Diss., 2003 (Nicht für den Austausch) |
Language |
|
Topic |
|
Subject |
Zeitreihe, Quantil, Nichtparametrische Schätzung, Extremwertstatistik, Risikomanagement |
Other editions |
Erscheint auch als Online-Ausgabe: Semiparametric estimation of conditional quantiles for time series, with applications in finance |
Record ID |
967333342 |
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